pendensity: Density Estimation with a Penalized Mixture Approach
Version 0.2.10

Estimation of univariate (conditional) densities using penalized B-splines with automatic selection of optimal smoothing parameter.

Browse man pages Browse package API and functions Browse package files

AuthorChristian Schellhase
Date of publication2016-03-13 15:07:29
MaintainerChristian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
LicenseGPL (>= 2)
Version0.2.10
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("pendensity")

Man pages

Allianz: Daily final prices (DAX) of the German stock Allianz in the...
bias.par: Calculating the bias of the parameter beta
ck: Calculating the actual weights ck
Derv1: Calculating the first derivative of the pendensity likelihood...
Derv2: Calculating the second order derivative with and without...
DeutscheBank: Daily final prices (DAX) of the German stock Deutsche Bank in...
distr.func: These functions are used for calculating the empirical and...
D.m: Calculating the penalty matrix
f.hat: Calculating the actual fitted values 'f.hat' of the estimated...
L.mat: Calculates the difference matrix of order m
marg.likelihood: Calculating the marginal likelihood
my.AIC: Calculating the AIC value
my.bspline: my.bspline
my.positive.definite.solve: my.positive.definite.solve
new.beta.val: Calculating the new parameter beta
new.lambda: Calculating new penalty parameter lambda
pendenForm: Formula interpretation and data transfer
pendensity: Calculating penalized density
pendensity-package: The package 'pendensity' offers routines for estimating...
pen.log.like: Calculating the log likelihood
plot.pendensity: Plotting estimated penalized densities
print.pendensity: Printing the main results of the (conditional) penalized...
test.equal: Testing pairwise equality of densities
variance.par: Calculating the variance of the parameters
variance.val: Calculating variance and standard deviance of each...

Functions

Allianz Man page
D.m Man page Source code
Derv1 Man page Source code
Derv2 Man page Source code
DeutscheBank Man page
L.mat Man page Source code
bias.par Man page Source code
cal.int Man page Source code
ck Man page Source code
distr.func Man page Source code
distr.func.help Man page Source code
f.hat Man page Source code
marg.likelihood Man page Source code
my.AIC Man page Source code
my.bspline Man page Source code
my.positive.definite.solve Man page Source code
new.beta.val Man page Source code
new.lambda Man page Source code
pen.log.like Man page Source code
pendenForm Man page Source code
pendensity Man page Source code
pendensity-package Man page
plot Man page
plot.pendensity Man page Source code
poly.part Man page Source code
print Man page
print.pendensity Man page Source code
string.help Man page Source code
test.equal Man page Source code
variance.par Man page Source code
variance.val Man page Source code

Files

inst
inst/doc
inst/doc/pendensity.pdf
inst/doc/pendensity.R
inst/doc/pendensity.Rnw
NAMESPACE
data
data/Allianz.txt.gz
data/DeutscheBank.txt.gz
R
R/my.positive.definite.solve.R
R/L.mat.R
R/distr.func.R
R/variance.val.R
R/print.pendensity.R
R/distr.func.help.R
R/pen.log.like.R
R/test.equal.R
R/new.beta.val.R
R/cal.int.R
R/variance.par.R
R/D.m.R
R/marg.likelihood.R
R/f.hat.R
R/pendensity.R
R/Derv2.R
R/bias.par.R
R/my.bspline.R
R/pendenForm.R
R/string.help.R
R/new.lambda.R
R/ck.R
R/my.AIC.R
R/plot.pendensity.R
R/Derv1.R
R/poly.part.R
vignettes
vignettes/pendensity.Rnw
MD5
build
build/vignette.rds
DESCRIPTION
man
man/variance.par.Rd
man/Derv1.Rd
man/plot.pendensity.Rd
man/pen.log.like.Rd
man/bias.par.Rd
man/new.lambda.Rd
man/D.m.Rd
man/ck.Rd
man/my.positive.definite.solve.Rd
man/my.bspline.Rd
man/variance.val.Rd
man/new.beta.val.Rd
man/DeutscheBank.Rd
man/test.equal.Rd
man/L.mat.Rd
man/pendenForm.Rd
man/distr.func.Rd
man/pendensity.Rd
man/print.pendensity.Rd
man/my.AIC.Rd
man/Derv2.Rd
man/f.hat.Rd
man/pendensity-package.Rd
man/Allianz.Rd
man/marg.likelihood.Rd
pendensity documentation built on May 19, 2017, 6:46 a.m.